+210.7%
C vs FND
+57.3%
+153.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +2.6% | -0.8% | +3.3% | +2.8% |
| 30D | +1.9% | -19.6% | +21.5% | +8.0% |
| 3M | +2.8% | -4.3% | +7.1% | +2.8% |
| 6M | +30.6% | -20.4% | +51.0% | +36.5% |
| YTD | +19.9% | -21.9% | +41.7% | +25.3% |
| 1Y | +44.6% | -45.2% | +89.8% | +66.2% |
| 3Y | +272.1% | -49.2% | +321.4% | +318.7% |
| 5Y | +132.0% | -61.8% | +193.8% | +167.8% |
| All | +210.7% | +57.3% | +153.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling